I am not sure if this movie exists or it was just a dream but I had this memory for years:

Laurel & Hardy arrive at some town where there is this big labyrinth. I don't remember the reason but they finally go inside the labyrinth. Maybe they are arrested and the local law decides to close them into the labyrinth or might be something important (a lady or a treasure) inside the labyrinth and they decide to recover it. I am not sure if there's any monster inside the labyrinth (a bull?). The labyrinth was outdoor, as it was in the center of the town, and you could see the "heroes" from above moving through it.

I have not seen many Laurel & Hardy movies, but I'm sure that most of them are funny. This one was very strange and the idea of going inside the labyrinth was scary, it looked like a horror movie. At least this is the feeling I remember.

Unfortunately, I have not watched enough Laurel and Hardy. The only film of theirs that I remember with a dark theme was "March of the Wooden Soldiers," but I do not remember a scene like you describe.

Perhaps browsing the IMDB listing for their films might help you locate the movie:

This is something I should call up my mother and ask her. She used to watch a lot of their movies. Heck, she used to watch a lot of westerns too. She recognized Lash LaRue when I mentioned him being in "The Dark Power."

I just wanted to add, having seen "March of the Wooden Soldiers" aka "Babes in Toyland," I don't think it is that one neither. I' might have seen more Laurel and Hardy than Andrew, and while the description stirs some vague memories, I don't remember enough to be able to think of the title.